On the ARCH model with stationary liquidity

: Marko Voutilainen, Pauliina Ilmonen, Soledad Torres, Ciprian Tudor, Lauri Viitasaari

: 2020

 Metrika

DOI: https://doi.org/https://doi.org/10.1007/s00184-020-00779-x

10.1007_s00184-020-00779-x.pdf